Dubai Financial Market General Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:14.88% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 18.72 | |
| 0.1179 | 23.40 | |
| 0.8564 | 272.23 | |
| 0.0406 | 4.37 |
Estimation Period:
Jan 1, 2004 to Feb 12, 2026
Jan 1, 2004 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices